MATH 6664 and C SC 5646: Numerical Linear Algebra
Spring 1997. University of Colorado Denver


HOURS: TR 5:30-6:45 pm, CN 223

INSTRUCTOR:
Prof. Andrew Knyazev
Office: CU (Dravo) 644. Phone: 556-8102.
Office hours: Wed 3pm - 6pm (or by appointment)
WWW: http://math.ucdenver.edu/~aknyazev
Email: aknyazev@math.ucdenver.edu

TEXTBOOK:
Iterative Solution Methods. Owe Axelsson. Cambridge University Press, 1994.

Midterm. Due April 8, 1997.

Let A be a given real symmertic positive definite matrix, b and v be given real vectors,
F(x) be the following function

F(x)=(Ax,x)-2(b,x)

where x is an arbitary real vector.

Find an explicit formula for the real scalar c that gives the minimum to F(v-c[Av-b]).

Hint: consider F(v-c[Av-b])=f(c) as a scalar function of c and find its minimum using the first derivative.


Andrew Knyazev
Apr 2 13:19:30 MST 1997